Question

With a multi-variable linear regression model how can we decide which independent variables to remove from the model?

Answer 1

a.

For this first we fit multiple linear regression model by using any statistical tool .

b.

By using ANOVA table we test the hypothesis that independent variable is significant in the model or not .

c.

By using P- value we can take decision ,if P- value is less than level of significance alpha then we may reject null hypothesis otherwise accept null hypothesis.

d.

If P-value > level of significance , then we accept null hypothesis which means independent variable is insignificant in the model.

Hence we can remove respective independent variable.

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